| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,165.0 |
2,069.0 |
-96.0 |
-4.4% |
2,210.0 |
| High |
2,165.0 |
2,119.0 |
-46.0 |
-2.1% |
2,310.0 |
| Low |
2,068.0 |
2,046.0 |
-22.0 |
-1.1% |
2,183.0 |
| Close |
2,095.0 |
2,065.0 |
-30.0 |
-1.4% |
2,203.0 |
| Range |
97.0 |
73.0 |
-24.0 |
-24.7% |
127.0 |
| ATR |
83.2 |
82.4 |
-0.7 |
-0.9% |
0.0 |
| Volume |
10,739 |
21,887 |
11,148 |
103.8% |
19,003 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,295.7 |
2,253.3 |
2,105.2 |
|
| R3 |
2,222.7 |
2,180.3 |
2,085.1 |
|
| R2 |
2,149.7 |
2,149.7 |
2,078.4 |
|
| R1 |
2,107.3 |
2,107.3 |
2,071.7 |
2,092.0 |
| PP |
2,076.7 |
2,076.7 |
2,076.7 |
2,069.0 |
| S1 |
2,034.3 |
2,034.3 |
2,058.3 |
2,019.0 |
| S2 |
2,003.7 |
2,003.7 |
2,051.6 |
|
| S3 |
1,930.7 |
1,961.3 |
2,044.9 |
|
| S4 |
1,857.7 |
1,888.3 |
2,024.9 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,613.0 |
2,535.0 |
2,272.9 |
|
| R3 |
2,486.0 |
2,408.0 |
2,237.9 |
|
| R2 |
2,359.0 |
2,359.0 |
2,226.3 |
|
| R1 |
2,281.0 |
2,281.0 |
2,214.6 |
2,256.5 |
| PP |
2,232.0 |
2,232.0 |
2,232.0 |
2,219.8 |
| S1 |
2,154.0 |
2,154.0 |
2,191.4 |
2,129.5 |
| S2 |
2,105.0 |
2,105.0 |
2,179.7 |
|
| S3 |
1,978.0 |
2,027.0 |
2,168.1 |
|
| S4 |
1,851.0 |
1,900.0 |
2,133.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,310.0 |
2,046.0 |
264.0 |
12.8% |
75.2 |
3.6% |
7% |
False |
True |
9,971 |
| 10 |
2,310.0 |
2,046.0 |
264.0 |
12.8% |
68.1 |
3.3% |
7% |
False |
True |
5,701 |
| 20 |
2,330.0 |
2,046.0 |
284.0 |
13.8% |
79.5 |
3.8% |
7% |
False |
True |
3,224 |
| 40 |
2,788.0 |
2,046.0 |
742.0 |
35.9% |
73.1 |
3.5% |
3% |
False |
True |
1,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,429.3 |
|
2.618 |
2,310.1 |
|
1.618 |
2,237.1 |
|
1.000 |
2,192.0 |
|
0.618 |
2,164.1 |
|
HIGH |
2,119.0 |
|
0.618 |
2,091.1 |
|
0.500 |
2,082.5 |
|
0.382 |
2,073.9 |
|
LOW |
2,046.0 |
|
0.618 |
2,000.9 |
|
1.000 |
1,973.0 |
|
1.618 |
1,927.9 |
|
2.618 |
1,854.9 |
|
4.250 |
1,735.8 |
|
|